+139.2%
UAL vs RCAT
+183.7%
-44.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.7% |
| 7D | +0.7% | -1.4% | +2.1% | +0.8% |
| 30D | -16.1% | -3.3% | -12.8% | -16.0% |
| 3M | +6.1% | -43.2% | +49.4% | +10.6% |
| 6M | +10.8% | -43.2% | +54.0% | +13.8% |
| YTD | -0.4% | +5.5% | -5.9% | -4.1% |
| 1Y | +5.0% | -1.6% | +6.7% | +0.5% |
| 3Y | +124.0% | +773.7% | -649.7% | +70.9% |
| All | +139.2% | +183.7% | -44.6% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling